CME Swiss Franc Future December 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 1.0530 1.0556 0.0026 0.2% 1.0389
High 1.0564 1.0654 0.0090 0.9% 1.0634
Low 1.0525 1.0556 0.0031 0.3% 1.0298
Close 1.0564 1.0654 0.0090 0.9% 1.0579
Range 0.0039 0.0098 0.0059 151.3% 0.0336
ATR 0.0083 0.0084 0.0001 1.3% 0.0000
Volume 11 2 -9 -81.8% 54
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.0915 1.0883 1.0708
R3 1.0817 1.0785 1.0681
R2 1.0719 1.0719 1.0672
R1 1.0687 1.0687 1.0663 1.0703
PP 1.0621 1.0621 1.0621 1.0630
S1 1.0589 1.0589 1.0645 1.0605
S2 1.0523 1.0523 1.0636
S3 1.0425 1.0491 1.0627
S4 1.0327 1.0393 1.0600
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.1512 1.1381 1.0764
R3 1.1176 1.1045 1.0671
R2 1.0840 1.0840 1.0641
R1 1.0709 1.0709 1.0610 1.0775
PP 1.0504 1.0504 1.0504 1.0536
S1 1.0373 1.0373 1.0548 1.0439
S2 1.0168 1.0168 1.0517
S3 0.9832 1.0037 1.0487
S4 0.9496 0.9701 1.0394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0654 1.0372 0.0282 2.6% 0.0082 0.8% 100% True False 12
10 1.0654 1.0298 0.0356 3.3% 0.0063 0.6% 100% True False 7
20 1.0903 1.0298 0.0605 5.7% 0.0050 0.5% 59% False False 6
40 1.0963 1.0230 0.0733 6.9% 0.0028 0.3% 58% False False 4
60 1.0963 1.0230 0.0733 6.9% 0.0020 0.2% 58% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1071
2.618 1.0911
1.618 1.0813
1.000 1.0752
0.618 1.0715
HIGH 1.0654
0.618 1.0617
0.500 1.0605
0.382 1.0593
LOW 1.0556
0.618 1.0495
1.000 1.0458
1.618 1.0397
2.618 1.0299
4.250 1.0140
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 1.0638 1.0633
PP 1.0621 1.0611
S1 1.0605 1.0590

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These figures are updated between 7pm and 10pm EST after a trading day.

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